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Risk Implications of Unemployment and Under-Employment
Risk Implications of Unemployment and Under-Employment This report studies the ... improve labor market conditions and maintain the market’s stability. Unemployment insurance;Public finance;Withdrawals ...- Authors: Kailan Shang
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge
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Extreme Events for Insurers: Correlation, Models and Mitigation Study
... 61 6.1 Step-by-Step Block Maxima Example: U.S. Tornado Deaths ................................ ... ......... 61 6.2 Hidden Markov Model Example: U.S. Earthquake Frequency ..........................- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Predictive Analytics: A Primer for Pension Actuaries
using a simple case study on relative mortality prediction at the U.S. county level using demographic and ... applications is conducted, with a focus on mortality modeling, pension plan risk transfer, liability ...- Authors: David M Cantor, Kailan Shang
- Date: Oct 2021
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement
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Pension Plan Embedded Option Valuation
principal if some catastrophic event occurs. See U.S. General Accounting Office, “Catastrophe Insurance ... certain price (exercise price K) at prescribed date(s). A European call option allows the holder to exercise ...- Authors: Kailan Shang
- Date: Jun 2013
- Competency: External Forces & Industry Knowledge
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Liability-Driven Investment
required contributions have increased materially. Mortality improvement is another challenge DB plans face ... third party such as an insurance company by buying annuity products. Some companies make additional contributions ...- Authors: Kailan Shang
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Pensions & Retirement
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Risk Implication of Unemployment and Underemployment
when available. The difference between the U-6 rate and U-5 rate can be considered as a measure of time-related ... By Kailan Shang 1 U-1 Rate: Persons unemployed 15 weeks or longer Labor force 2 U-2 Rate: Persons ...- Authors: Kailan Shang
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Economics>Macroeconomics
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Multiple Objective Asset Allocation for Retirees Using Simulation
also concerned they may out‑ live their assets. Annuity products that protect retirees from longevity ... income and spending under different economic, mortality and morbidity scenarios are projected. Under ...- Authors: Kailan Shang, Lingyan Jiang
- Date: Sep 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Pension Section News
- Topics: Finance & Investments>Asset allocation
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Wavelet-Based Equity VaR Estimation
Figure 1 shows the annualized volatility using daily S&P 500 index return from 1990 to 2017. Assuming a ... great deal. Table 1 shows the annualized volatility and empirical value at risk (VaR) of S&P 500 equity ...- Authors: Kailan Shang
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Deep Learning for Liability-Driven Investment
that describes the optimal value V given a state s as the sum of current payoff (𝑃(𝑠, 𝑎)) of optimal ... 𝑇(𝑠, 𝑎) is the new state given previous state s and action a: 𝑉(𝑠) = max 𝑎 {𝑃(𝑠, 𝑎) + 𝛾𝑉(𝑇(𝑠 ...- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Wavelet-Based Equity VaR Estimation
Figure 1 shows the annualized volatility using daily S&P 500 index return from 1990 to 2017. Assuming a ... temporal impact in economic risk analysis. Figure 1. S&P 500 Index Return Annualized Volatility (1990–2017) ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM